+68.5%
VG vs TPG
-12.0%
+80.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +14.0% | +5.0% | +8.9% | +14.9% |
| 30D | -1.0% | +15.7% | -16.7% | +1.8% |
| 3M | -2.7% | -10.6% | +7.9% | -3.4% |
| 6M | +1.5% | +15.9% | -14.5% | +3.8% |
| YTD | +93.7% | -20.6% | +114.3% | +121.2% |
| 1Y | +68.5% | -11.8% | +80.3% | +84.5% |
| All | +68.5% | -12.0% | +80.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling